10/10/2015, 03:08 AM
(This post was last modified: 10/10/2015, 03:21 AM by sheldonison.)

(10/09/2015, 11:56 AM)tommy1729 Wrote: So gaussian can not be exp ... / sqrt( 2 pi g" (h_n)).

It has to be exp( g(h_n) - n h_n) * sqrt( 2 pi g " (h_n) ).

Start with

I think your just missing a little bit of algebra. We are interested an approximation for

This is an exact equation if

see post#16 for more details on getting to this step

All of the numerical approximations I have posted, use this version of the Gaussian approximation, and get excellent results. In most cases, the Gaussian approximation is also an over-approximation of an entire function with all positive derivatives.

- Sheldon